+641.7%
BE vs FIVE
+161.9%
+479.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.3% |
| 7D | -13.4% | +7.3% | -20.7% | -16.2% |
| 30D | -33.9% | +18.1% | -52.0% | -39.1% |
| 3M | -12.0% | +7.7% | -19.7% | -15.8% |
| 6M | -29.0% | +13.6% | -42.6% | -35.5% |
| YTD | +113.4% | +34.6% | +78.8% | +77.5% |
| 1Y | +33.2% | +66.2% | -33.1% | -0.4% |
| 3Y | +1,659.2% | +43.5% | +1,615.7% | +1,183.7% |
| 5Y | +461.4% | +20.7% | +440.7% | +339.5% |
| All | +641.7% | +161.9% | +479.8% | +178.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling